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Trade: FIL/USDT/120/ALMA/HMA/3361

Strategy
FIL/USDT/120/ALMA/HMA/3361
Pair
FIL_USDT
Interval
2h
Score
349068
Daily Profit
0.305682
Profit Factor
1.721868
Profitability
37.368421
Streak
52.756004
Best Strategy
Training Data Length
1818.500000
Evaluation Time
2025-10-08 19:08
Expiration Time
2025-12-13 03:11

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 555882.48 318722.9917 237159.4883 982359.9112 -231920.0192 1214279.9304
Total P&L (%) 555.8825 318.723 237.1595 982.3599 -231.92 1214.2799
Avg Daily Profit (%) 0.3057 0.1753 0.1304 0.1311 0 0.1417
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -82137 -71273 -50470 -1316891 -1206931 -744035
Profit Factor 1.7219 1.7307 1.7103 1.1159 0.9502 1.3176
Total Trades 190 95 95 190 95 95
Winning Trades 71 25 46 71 25 46
Losing Trades 119 70 49 119 70 49
Profitability (%) 37.3684 26.3158 48.4211 37.3684 26.3158 48.4211
Ratio Avg Win / Avg Loss 2.8859 4.8459 1.8219 1.8702 2.6605 1.4035
Largest Winning Trade 250528 250528 56394 790447 790447 511905
Largest Losing Trade -24760 -15988 -24760 -325653 -243508 -325653
Avg Bars in Trades 113 101 125 113 101 125
Avg Bars in Winners 190 192 188 190 192 188
Avg Bars in Losers 68 69 66 68 69 66
Bars Traded 21605 9668 11937 21605 9668 11937
Profit Streak 52.756 52.756 90.6727 52.756 52.756 90.6727
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 349068 -13062 -15232 -112125 -601753 -2753
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21822,
    "evaluation_days": 1818.5,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603670400000,
    "last_datapoint_time": 1759932000000,
    "evaluation_time": 1759939718783,
    "expiration_time": 1765588262400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 121,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 116,
            "offset": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            555882.4799712605,
            318722.991720255,
            237159.4882510059,
            982359.9111896479,
            -231920.0191916691,
            1214279.9303813174
        ],
        [
            555.88248,
            318.722992,
            237.159488,
            982.359911,
            -231.920019,
            1214.27993
        ],
        [
            0.305682,
            0.175267,
            0.130415,
            0.131058,
            0,
            0.141749
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -82137,
            -71273,
            -50470,
            -1316891,
            -1206931,
            -744035
        ],
        [
            1.721868,
            1.730693,
            1.710338,
            1.115859,
            0.950182,
            1.317573
        ],
        [
            190,
            95,
            95,
            190,
            95,
            95
        ],
        [
            71,
            25,
            46,
            71,
            25,
            46
        ],
        [
            119,
            70,
            49,
            119,
            70,
            49
        ],
        [
            37.368421,
            26.315789,
            48.421053,
            37.368421,
            26.315789,
            48.421053
        ],
        [
            2.885948,
            4.845941,
            1.821882,
            1.870242,
            2.660509,
            1.403502
        ],
        [
            250528,
            250528,
            56394,
            790447,
            790447,
            511905
        ],
        [
            -24760,
            -15988,
            -24760,
            -325653,
            -243508,
            -325653
        ],
        [
            113,
            101,
            125,
            113,
            101,
            125
        ],
        [
            190,
            192,
            188,
            190,
            192,
            188
        ],
        [
            68,
            69,
            66,
            68,
            69,
            66
        ],
        [
            21605,
            9668,
            11937,
            21605,
            9668,
            11937
        ],
        [
            52.756004,
            52.756004,
            90.672671,
            52.756004,
            52.756004,
            90.672671
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            349068,
            -13062,
            -15232,
            -112125,
            -601753,
            -2753
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21822,
    "evaluation_days": 1818.5,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603670400000,
    "last_datapoint_time": 1759932000000,
    "evaluation_time": 1759939718783,
    "expiration_time": 1765588262400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 121,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 116,
            "offset": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)